I can definitely say I've been there. Once I told a therapist that I felt hopeless, worthless, and helpless. He replied that this is a pretty good nutshell definition of exactly what depression is. Later on I stopped using single words, and described it as, "Everything sux, it's only getting worse, and btw it's all my fault." Which got the same response from a different therapist. I'm not willing to step into the world of armchair diagnosis or practicing counseling without a license, but seeing someone else say something similar brought a new thought up for me.
Definitely we are feeling something, but I'm not sure these adjectives are feelings, exactly. They all seem to be judgements. Yes we can say we feel worthless, stupid, etc., and yet it seems like they could all be grouped together into feeling hurt and/or sad. Which are really two feelings that roll up to a category of emotional pain. That's how I view it at least. Kind of like the major category of anger would include irritability, frustration, rage, and so on.
I no longer feel like I'm worthless. I have been examining the matter, and I have come to the conclusion that worthiness is an inherent trait of all individual humans. That's what widely recognized human rights would have to be grounded in. We all have a basic dignity and deserve respect, even though this is tragically too rarely what happens. I'm still working on the feeling crazy part.
The feeling of being crazy, or however we define it, is also IMHO acceptable. When I was young I read a quote somewhere that said, "only a madman is certain of his own sanity." That would take a lot of unpacking to see how it applies, but I think the takeaway is that we must have a degree of self awareness to question whether our perceptions and emotions are lined up with "objective" reality. So, although this is uncomfortable, it's also a sign of health to be willing to question our own internal models.
If you read this far, I'd love to know what you think about the above, or even just the first paragraph if your eyes glazed over beyond that point. Please tell me if I am full of BS, and if you felt invalidated or had any other reaction. I would rather have the opportunity to improve my communication and thinking, than to have my ego buffered from what other people think. I hope that is clear.